Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1470)
| Symbol | GBPCAD (Great Britain Pound vs Canadian $ - 1 lot = 100,000) | ||||
| Period | 4 Hours (H4) 2025.05.01 00:00 - 2026.04.30 23:59 (2025.05.01 - 2026.05.01) | ||||
| Model | Open prices only (only for Expert Advisors that explicitly control bar opening) | ||||
| Parameters | RBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=1; RSIHelp="------------------------------------"; RSI_Period=5; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=4; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.3; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=150; IT_TakeProfit=140; TOP1Help="===================================="; TOP1_TopupLevelPct=50; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=30; TOP2Help="===================================="; TOP2_TopupLevelPct=55; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=35; TOP3Help="===================================="; TOP3_TopupLevelPct=55; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=13; EntryWindow_StartMin=0; EntryWindow_UntilHour=24; EntryWindow_UntilMin=0; DayOfWeek_Monday=1; DayOfWeek_Tuesday=1; DayOfWeek_Wednesday=1; DayOfWeek_Thursday=1; DayOfWeek_Friday=1; DayOfWeek_Saturday=1; DayOfWeek_Sunday=1; O2Help="===================================="; LevelSensitivity=3; MinTopupStopLoss=15; CFDTickScaling=0; MagicNumber=170116; MagicNumberTopupShift=1; | ||||
| Bars in test | 2611 | Ticks modelled | 4220 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 1000.00 | Spread | 50 | ||
| Total net profit | 856.10 | Gross profit | 1831.18 | Gross loss | -975.08 |
| Profit factor | 1.88 | Expected payoff | 20.38 | ||
| Absolute drawdown | 288.31 | Maximal drawdown | 441.78 (38.30%) | Relative drawdown | 38.30% (441.78) |
| Total trades | 42 | Short positions (won %) | 16 (62.50%) | Long positions (won %) | 26 (57.69%) |
| Profit trades (% of total) | 25 (59.52%) | Loss trades (% of total) | 17 (40.48%) | ||
| Largest | profit trade | 109.05 | loss trade | -112.35 | |
| Average | profit trade | 73.25 | loss trade | -57.36 | |
| Maximum | consecutive wins (profit in money) | 10 (742.83) | consecutive losses (loss in money) | 3 (-242.88) | |
| Maximal | consecutive profit (count of wins) | 742.83 (10) | consecutive loss (count of losses) | -242.88 (3) | |
| Average | consecutive wins | 3 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2025.05.02 16:00 | buy | 1 | 0.10 | 1.83193 | 0.00000 | 0.00000 | ||
| 2 | 2025.05.02 16:00 | modify | 1 | 0.10 | 1.83193 | 1.81693 | 1.84593 | ||
| 3 | 2025.05.06 12:00 | t/p | 1 | 0.10 | 1.84593 | 1.81693 | 1.84593 | 103.05 | 1103.05 |
| 4 | 2025.05.30 16:00 | buy | 2 | 0.10 | 1.85171 | 0.00000 | 0.00000 | ||
| 5 | 2025.05.30 16:00 | modify | 2 | 0.10 | 1.85171 | 1.83671 | 1.86571 | ||
| 6 | 2025.06.17 12:00 | s/l | 2 | 0.10 | 1.83671 | 1.83671 | 1.86571 | -106.38 | 996.68 |
| 7 | 2025.06.17 16:00 | buy | 3 | 0.10 | 1.83654 | 0.00000 | 0.00000 | ||
| 8 | 2025.06.17 16:00 | modify | 3 | 0.10 | 1.83654 | 1.82154 | 1.85054 | ||
| 9 | 2025.06.18 16:00 | buy | 4 | 0.10 | 1.84361 | 0.00000 | 0.00000 | ||
| 10 | 2025.06.18 16:00 | modify | 4 | 0.10 | 1.84361 | 1.84074 | 1.85054 | ||
| 11 | 2025.06.18 16:00 | modify | 3 | 0.10 | 1.83654 | 1.84074 | 1.85054 | ||
| 12 | 2025.06.18 20:00 | s/l | 3 | 0.10 | 1.84074 | 1.84074 | 1.85054 | 31.00 | 1027.68 |
| 13 | 2025.06.18 20:00 | s/l | 4 | 0.10 | 1.84074 | 1.84074 | 1.85054 | -21.04 | 1006.64 |
| 14 | 2025.06.23 16:00 | sell | 5 | 0.10 | 1.85774 | 0.00000 | 0.00000 | ||
| 15 | 2025.06.23 16:00 | modify | 5 | 0.10 | 1.85774 | 1.87274 | 1.84374 | ||
| 16 | 2025.06.25 16:00 | s/l | 5 | 0.10 | 1.87274 | 1.87274 | 1.84374 | -112.35 | 894.28 |
| 17 | 2025.06.30 16:00 | buy | 6 | 0.10 | 1.86905 | 0.00000 | 0.00000 | ||
| 18 | 2025.06.30 16:00 | modify | 6 | 0.10 | 1.86905 | 1.85405 | 1.88305 | ||
| 19 | 2025.07.02 16:00 | s/l | 6 | 0.10 | 1.85405 | 1.85405 | 1.88305 | -109.49 | 784.80 |
| 20 | 2025.07.14 16:00 | buy | 7 | 0.10 | 1.84005 | 0.00000 | 0.00000 | ||
| 21 | 2025.07.14 16:00 | modify | 7 | 0.10 | 1.84005 | 1.82505 | 1.85405 | ||
| 22 | 2025.07.21 16:00 | buy | 8 | 0.10 | 1.84779 | 0.00000 | 0.00000 | ||
| 23 | 2025.07.21 16:00 | modify | 8 | 0.10 | 1.84779 | 1.84495 | 1.85405 | ||
| 24 | 2025.07.21 16:00 | buy | 9 | 0.10 | 1.84779 | 0.00000 | 0.00000 | ||
| 25 | 2025.07.21 16:00 | modify | 9 | 0.10 | 1.84779 | 1.84495 | 1.85405 | ||
| 26 | 2025.07.21 16:00 | modify | 7 | 0.10 | 1.84005 | 1.84495 | 1.85405 | ||
| 27 | 2025.07.21 20:00 | s/l | 7 | 0.10 | 1.84495 | 1.84495 | 1.85405 | 37.47 | 822.27 |
| 28 | 2025.07.21 20:00 | s/l | 8 | 0.10 | 1.84495 | 1.84495 | 1.85405 | -20.81 | 801.46 |
| 29 | 2025.07.21 20:00 | s/l | 9 | 0.10 | 1.84495 | 1.84495 | 1.85405 | -20.81 | 780.65 |
| 30 | 2025.07.28 20:00 | buy | 10 | 0.10 | 1.83467 | 0.00000 | 0.00000 | ||
| 31 | 2025.07.28 20:00 | modify | 10 | 0.10 | 1.83467 | 1.81967 | 1.84867 | ||
| 32 | 2025.08.08 16:00 | t/p | 10 | 0.10 | 1.84867 | 1.81967 | 1.84867 | 105.49 | 886.14 |
| 33 | 2025.08.22 16:00 | sell | 11 | 0.10 | 1.87246 | 0.00000 | 0.00000 | ||
| 34 | 2025.08.22 16:00 | modify | 11 | 0.10 | 1.87246 | 1.88746 | 1.85846 | ||
| 35 | 2025.08.26 00:00 | sell | 12 | 0.10 | 1.86446 | 0.00000 | 0.00000 | ||
| 36 | 2025.08.26 00:00 | modify | 12 | 0.10 | 1.86446 | 1.86756 | 1.85846 | ||
| 37 | 2025.08.26 00:00 | sell | 13 | 0.10 | 1.86446 | 0.00000 | 0.00000 | ||
| 38 | 2025.08.26 00:00 | modify | 13 | 0.10 | 1.86446 | 1.86756 | 1.85846 | ||
| 39 | 2025.08.26 00:00 | modify | 11 | 0.10 | 1.87246 | 1.86756 | 1.85846 | ||
| 40 | 2025.08.26 04:00 | s/l | 11 | 0.10 | 1.86756 | 1.86756 | 1.85846 | 33.48 | 919.61 |
| 41 | 2025.08.26 04:00 | s/l | 12 | 0.10 | 1.86756 | 1.86756 | 1.85846 | -22.72 | 896.89 |
| 42 | 2025.08.26 04:00 | s/l | 13 | 0.10 | 1.86756 | 1.86756 | 1.85846 | -22.72 | 874.17 |
| 43 | 2025.09.05 16:00 | sell | 14 | 0.10 | 1.87188 | 0.00000 | 0.00000 | ||
| 44 | 2025.09.05 16:00 | modify | 14 | 0.10 | 1.87188 | 1.88688 | 1.85788 | ||
| 45 | 2025.09.19 16:00 | t/p | 14 | 0.10 | 1.85788 | 1.88688 | 1.85788 | 85.56 | 959.73 |
| 46 | 2025.09.19 16:00 | buy | 15 | 0.10 | 1.85724 | 0.00000 | 0.00000 | ||
| 47 | 2025.09.19 16:00 | modify | 15 | 0.10 | 1.85724 | 1.84224 | 1.87124 | ||
| 48 | 2025.09.23 08:00 | t/p | 15 | 0.10 | 1.87124 | 1.84224 | 1.87124 | 103.04 | 1062.77 |
| 49 | 2025.09.25 16:00 | buy | 16 | 0.10 | 1.85884 | 0.00000 | 0.00000 | ||
| 50 | 2025.09.25 16:00 | modify | 16 | 0.10 | 1.85884 | 1.84384 | 1.87284 | ||
| 51 | 2025.09.29 12:00 | t/p | 16 | 0.10 | 1.87284 | 1.84384 | 1.87284 | 103.05 | 1165.83 |
| 52 | 2025.10.01 16:00 | sell | 17 | 0.10 | 1.87964 | 0.00000 | 0.00000 | ||
| 53 | 2025.10.01 16:00 | modify | 17 | 0.10 | 1.87964 | 1.89464 | 1.86564 | ||
| 54 | 2025.10.08 00:00 | sell | 18 | 0.10 | 1.87237 | 0.00000 | 0.00000 | ||
| 55 | 2025.10.08 00:00 | modify | 18 | 0.10 | 1.87237 | 1.87544 | 1.86564 | ||
| 56 | 2025.10.08 00:00 | modify | 17 | 0.10 | 1.87964 | 1.87544 | 1.86564 | ||
| 57 | 2025.10.09 08:00 | t/p | 17 | 0.10 | 1.86564 | 1.87544 | 1.86564 | 90.42 | 1256.25 |
| 58 | 2025.10.09 08:00 | t/p | 18 | 0.10 | 1.86564 | 1.87544 | 1.86564 | 45.67 | 1301.91 |
| 59 | 2025.10.15 16:00 | sell | 19 | 0.10 | 1.87962 | 0.00000 | 0.00000 | ||
| 60 | 2025.10.15 16:00 | modify | 19 | 0.10 | 1.87962 | 1.89462 | 1.86562 | ||
| 61 | 2025.10.22 12:00 | t/p | 19 | 0.10 | 1.86562 | 1.89462 | 1.86562 | 94.08 | 1395.99 |
| 62 | 2025.10.28 16:00 | buy | 20 | 0.10 | 1.85076 | 0.00000 | 0.00000 | ||
| 63 | 2025.10.28 16:00 | modify | 20 | 0.10 | 1.85076 | 1.83576 | 1.86476 | ||
| 64 | 2025.10.29 20:00 | s/l | 20 | 0.10 | 1.83576 | 1.83576 | 1.86476 | -109.72 | 1286.27 |
| 65 | 2025.11.03 16:00 | sell | 21 | 0.10 | 1.84936 | 0.00000 | 0.00000 | ||
| 66 | 2025.11.03 16:00 | modify | 21 | 0.10 | 1.84936 | 1.86436 | 1.83536 | ||
| 67 | 2025.11.04 20:00 | t/p | 21 | 0.10 | 1.83536 | 1.86436 | 1.83536 | 101.37 | 1387.65 |
| 68 | 2025.11.06 16:00 | sell | 22 | 0.10 | 1.85099 | 0.00000 | 0.00000 | ||
| 69 | 2025.11.06 16:00 | modify | 22 | 0.10 | 1.85099 | 1.86599 | 1.83699 | ||
| 70 | 2025.11.10 08:00 | sell | 23 | 0.10 | 1.84377 | 0.00000 | 0.00000 | ||
| 71 | 2025.11.10 08:00 | modify | 23 | 0.10 | 1.84377 | 1.84679 | 1.83699 | ||
| 72 | 2025.11.10 08:00 | modify | 22 | 0.10 | 1.85099 | 1.84679 | 1.83699 | ||
| 73 | 2025.11.10 12:00 | s/l | 22 | 0.10 | 1.84679 | 1.84679 | 1.83699 | 28.35 | 1415.99 |
| 74 | 2025.11.10 12:00 | s/l | 23 | 0.10 | 1.84679 | 1.84679 | 1.83699 | -22.13 | 1393.86 |
| 75 | 2025.11.12 16:00 | buy | 24 | 0.10 | 1.83813 | 0.00000 | 0.00000 | ||
| 76 | 2025.11.12 16:00 | modify | 24 | 0.10 | 1.83813 | 1.82313 | 1.85213 | ||
| 77 | 2025.11.13 20:00 | t/p | 24 | 0.10 | 1.85213 | 1.82313 | 1.85213 | 103.28 | 1497.14 |
| 78 | 2025.11.18 20:00 | buy | 25 | 0.10 | 1.83931 | 0.00000 | 0.00000 | ||
| 79 | 2025.11.18 20:00 | modify | 25 | 0.10 | 1.83931 | 1.82431 | 1.85331 | ||
| 80 | 2025.11.24 04:00 | buy | 26 | 0.10 | 1.84660 | 0.00000 | 0.00000 | ||
| 81 | 2025.11.24 04:00 | modify | 26 | 0.10 | 1.84660 | 1.84351 | 1.85331 | ||
| 82 | 2025.11.24 04:00 | modify | 25 | 0.10 | 1.83931 | 1.84351 | 1.85331 | ||
| 83 | 2025.11.25 12:00 | t/p | 25 | 0.10 | 1.85331 | 1.84351 | 1.85331 | 104.16 | 1601.30 |
| 84 | 2025.11.25 12:00 | t/p | 26 | 0.10 | 1.85331 | 1.84351 | 1.85331 | 49.40 | 1650.70 |
| 85 | 2025.11.25 16:00 | sell | 27 | 0.10 | 1.85836 | 0.00000 | 0.00000 | ||
| 86 | 2025.11.25 16:00 | modify | 27 | 0.10 | 1.85836 | 1.87336 | 1.84436 | ||
| 87 | 2025.11.28 16:00 | t/p | 27 | 0.10 | 1.84436 | 1.87336 | 1.84436 | 96.51 | 1747.22 |
| 88 | 2025.11.28 16:00 | buy | 28 | 0.10 | 1.84755 | 0.00000 | 0.00000 | ||
| 89 | 2025.11.28 16:00 | modify | 28 | 0.10 | 1.84755 | 1.83255 | 1.86155 | ||
| 90 | 2025.12.03 12:00 | buy | 29 | 0.10 | 1.85456 | 0.00000 | 0.00000 | ||
| 91 | 2025.12.03 12:00 | modify | 29 | 0.10 | 1.85456 | 1.85175 | 1.86155 | ||
| 92 | 2025.12.03 12:00 | modify | 28 | 0.10 | 1.84755 | 1.85175 | 1.86155 | ||
| 93 | 2025.12.03 20:00 | t/p | 28 | 0.10 | 1.86155 | 1.85175 | 1.86155 | 103.28 | 1850.49 |
| 94 | 2025.12.03 20:00 | t/p | 29 | 0.10 | 1.86155 | 1.85175 | 1.86155 | 51.23 | 1901.72 |
| 95 | 2025.12.05 16:00 | buy | 30 | 0.10 | 1.84886 | 0.00000 | 0.00000 | ||
| 96 | 2025.12.05 16:00 | modify | 30 | 0.10 | 1.84886 | 1.83386 | 1.86286 | ||
| 97 | 2026.01.05 16:00 | buy | 31 | 0.10 | 1.85678 | 0.00000 | 0.00000 | ||
| 98 | 2026.01.05 16:00 | modify | 31 | 0.10 | 1.85678 | 1.85376 | 1.86286 | ||
| 99 | 2026.01.05 16:00 | buy | 32 | 0.10 | 1.85678 | 0.00000 | 0.00000 | ||
| 100 | 2026.01.05 16:00 | modify | 32 | 0.10 | 1.85678 | 1.85376 | 1.86286 | ||
| 101 | 2026.01.05 16:00 | modify | 30 | 0.10 | 1.84886 | 1.85376 | 1.86286 | ||
| 102 | 2026.01.05 20:00 | t/p | 30 | 0.10 | 1.86286 | 1.85376 | 1.86286 | 109.05 | 2010.77 |
| 103 | 2026.01.05 20:00 | t/p | 31 | 0.10 | 1.86286 | 1.85376 | 1.86286 | 44.56 | 2055.33 |
| 104 | 2026.01.05 20:00 | t/p | 32 | 0.10 | 1.86286 | 1.85376 | 1.86286 | 44.56 | 2099.89 |
| 105 | 2026.01.21 16:00 | buy | 33 | 0.10 | 1.85295 | 0.00000 | 0.00000 | ||
| 106 | 2026.01.21 16:00 | modify | 33 | 0.10 | 1.85295 | 1.83795 | 1.86695 | ||
| 107 | 2026.01.22 20:00 | buy | 34 | 0.10 | 1.86073 | 0.00000 | 0.00000 | ||
| 108 | 2026.01.22 20:00 | modify | 34 | 0.10 | 1.86073 | 1.85785 | 1.86695 | ||
| 109 | 2026.01.22 20:00 | buy | 35 | 0.10 | 1.86073 | 0.00000 | 0.00000 | ||
| 110 | 2026.01.22 20:00 | modify | 35 | 0.10 | 1.86073 | 1.85785 | 1.86695 | ||
| 111 | 2026.01.22 20:00 | modify | 33 | 0.10 | 1.85295 | 1.85785 | 1.86695 | ||
| 112 | 2026.01.23 00:00 | s/l | 33 | 0.10 | 1.85785 | 1.85785 | 1.86695 | 36.80 | 2136.69 |
| 113 | 2026.01.23 00:00 | s/l | 34 | 0.10 | 1.85785 | 1.85785 | 1.86695 | -20.89 | 2115.80 |
| 114 | 2026.01.23 00:00 | s/l | 35 | 0.10 | 1.85785 | 1.85785 | 1.86695 | -20.89 | 2094.91 |
| 115 | 2026.01.26 16:00 | sell | 36 | 0.10 | 1.87503 | 0.00000 | 0.00000 | ||
| 116 | 2026.01.26 16:00 | modify | 36 | 0.10 | 1.87503 | 1.89003 | 1.86103 | ||
| 117 | 2026.01.30 00:00 | t/p | 36 | 0.10 | 1.86103 | 1.89003 | 1.86103 | 95.29 | 2190.20 |
| 118 | 2026.02.10 16:00 | buy | 37 | 0.10 | 1.84973 | 0.00000 | 0.00000 | ||
| 119 | 2026.02.10 16:00 | modify | 37 | 0.10 | 1.84973 | 1.83473 | 1.86373 | ||
| 120 | 2026.02.27 16:00 | s/l | 37 | 0.10 | 1.83473 | 1.83473 | 1.86373 | -105.72 | 2084.48 |
| 121 | 2026.02.27 16:00 | buy | 38 | 0.10 | 1.83377 | 0.00000 | 0.00000 | ||
| 122 | 2026.02.27 16:00 | modify | 38 | 0.10 | 1.83377 | 1.81877 | 1.84777 | ||
| 123 | 2026.03.05 08:00 | s/l | 38 | 0.10 | 1.81877 | 1.81877 | 1.84777 | -108.60 | 1975.88 |
| 124 | 2026.03.17 16:00 | sell | 39 | 0.10 | 1.82877 | 0.00000 | 0.00000 | ||
| 125 | 2026.03.17 16:00 | modify | 39 | 0.10 | 1.82877 | 1.84377 | 1.81477 | ||
| 126 | 2026.03.19 00:00 | sell | 40 | 0.10 | 1.82093 | 0.00000 | 0.00000 | ||
| 127 | 2026.03.19 00:00 | modify | 40 | 0.10 | 1.82093 | 1.82387 | 1.81477 | ||
| 128 | 2026.03.19 00:00 | sell | 41 | 0.10 | 1.82093 | 0.00000 | 0.00000 | ||
| 129 | 2026.03.19 00:00 | modify | 41 | 0.10 | 1.82093 | 1.82387 | 1.81477 | ||
| 130 | 2026.03.19 00:00 | modify | 39 | 0.10 | 1.82877 | 1.82387 | 1.81477 | ||
| 131 | 2026.03.19 04:00 | s/l | 39 | 0.10 | 1.82387 | 1.82387 | 1.81477 | 31.04 | 2006.92 |
| 132 | 2026.03.19 04:00 | s/l | 40 | 0.10 | 1.82387 | 1.82387 | 1.81477 | -21.55 | 1985.37 |
| 133 | 2026.03.19 04:00 | s/l | 41 | 0.10 | 1.82387 | 1.82387 | 1.81477 | -21.55 | 1963.82 |
| 134 | 2026.04.16 16:00 | buy | 42 | 0.10 | 1.85568 | 0.00000 | 0.00000 | ||
| 135 | 2026.04.16 16:00 | modify | 42 | 0.10 | 1.85568 | 1.84068 | 1.86968 | ||
| 136 | 2026.04.28 12:00 | s/l | 42 | 0.10 | 1.84068 | 1.84068 | 1.86968 | -107.72 | 1856.10 |